+3,569.5%
SHOP vs MMM
+84.6%
+3,485.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +4.3% |
| 7D | -5.4% | +6.2% | -11.6% | -8.1% |
| 30D | -10.3% | +14.2% | -24.5% | -16.0% |
| 3M | +1.0% | +2.9% | -1.9% | -0.6% |
| 6M | +41.2% | +27.6% | +13.7% | +24.5% |
| YTD | -7.5% | +17.3% | -24.8% | -15.6% |
| 1Y | -4.6% | +15.1% | -19.7% | -12.1% |
| 3Y | +146.4% | +157.1% | -10.7% | +51.2% |
| 5Y | -2.5% | +45.1% | -47.7% | -22.5% |
| All | +3,569.5% | +84.6% | +3,485.0% | +2,605.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MMM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling